The Italian saw his men go down 1-0 on Wearside for the third year in succession with Adam Johnson's goal just after half-time proving enough for the home side to take all three points.
"When you come to play here you say the same things, you dominate the game and you lose, you don't think it is possible but this is football," Mancini told Sky Sports.
"It is the same as last season, like two years ago, like three years ago.
"I think we played very well, but we had one problem - we need to score and we don't score enough to win, and at this time our strikers need to improve, if you don't score you don't win - we had five chances in the first half and did not score."
Mancini was left unhappy with referee Kevin Friend who failed to spot what looked a clear foul on Pablo Zabaleta in the build-up to Sunderland's winner.
"You need to ask referee and linesman," he continued. "I was there, there was not a foul but a big foul - maybe the refere e had too much for Christmas."
Champions City are now seven points adrift of rivals and league leaders Manchester United, but Mancini is not panicking.
"This does not change our season, it is a long season," he said. "United concede a lot of goals but they score two or three every game and at this moment they have the bigger chance [of winning the league] but it is a long season and we have the chance to recover points."
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